+51.5%
RSP vs DOC
-24.0%
+75.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -0.8% |
| 7D | -0.4% | -1.5% | +1.1% | +0.1% |
| 30D | -1.5% | -3.7% | +2.2% | -0.3% |
| 3M | +4.8% | +5.2% | -0.5% | +2.7% |
| 6M | +10.3% | +22.5% | -12.2% | +1.6% |
| YTD | +14.1% | +33.2% | -19.2% | +1.4% |
| 1Y | +17.0% | +19.8% | -2.8% | +8.3% |
| 3Y | +54.2% | +23.8% | +30.4% | +38.7% |
| 5Y | +51.5% | -25.4% | +76.9% | +69.4% |
| All | +51.5% | -24.0% | +75.5% | +69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DOC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling